Modelling extremal events for insurance and finance :: SCD d'Orléans

Modelling extremal events for insurance and finance

Modelling extremal events for insurance and finance

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Bibliografske podrobnosti
Auteurs principaux:	Embrechts, Paul, 1953-, Klüppelberg, Claudia, 1953- (Auteur), Mikosch, Thomas, 1955- (Auteur)
Format:	Livre papier
Jezik:	Anglais
Izdano:	Berlin ; Heidelberg ; New York : Springer C 1997.
Serija:	Applications of mathematics : stochastic modelling and applied probability 33
Teme:	Théorie des valeurs extrêmes Mathématiques financières Assurance > Modèles mathématiques Équations différentielles stochastiques
Sporočilo:	Autres tirages : 1999, 2001 (avec corrections), 2003 (avec corrections), 2008 (avec corrections), 2012 (avec corrections)
Autres localisations:	Voir dans le Sudoc

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